-90.0%
LGO vs VT
+221.8%
-311.8%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -2.8% |
| 7D | -6.1% | +2.4% | -8.4% | -8.6% |
| 30D | -26.2% | -1.5% | -24.7% | -24.9% |
| 3M | -58.7% | -4.1% | -54.5% | -56.6% |
| 6M | -72.3% | +0.6% | -72.9% | -72.4% |
| YTD | -67.0% | +11.0% | -78.1% | -70.1% |
| 1Y | -68.4% | +13.3% | -81.7% | -71.9% |
| 3Y | -84.7% | +73.4% | -158.1% | -91.2% |
| 5Y | -97.3% | +57.4% | -154.7% | -98.2% |
| All | -90.0% | +221.8% | -311.8% | -97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling